+91.3%
SNOW vs NIO
-59.9%
+151.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.9% | -3.6% | +1.8% |
| 7D | -9.9% | +5.6% | -15.5% | -10.3% |
| 30D | -17.1% | -4.2% | -12.9% | -16.8% |
| 3M | -13.2% | -26.3% | +13.1% | -10.9% |
| 6M | +97.4% | -42.5% | +140.0% | +106.5% |
| YTD | +25.8% | -33.5% | +59.3% | +29.0% |
| 1Y | +4.2% | -52.7% | +56.9% | +10.8% |
| 3Y | +91.3% | -57.5% | +148.8% | +101.1% |
| All | +91.3% | -59.9% | +151.2% | +101.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded NIO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling